Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 2.02% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 295,036 CHF | 100,345 CHF | 99.24% | 99.24% |
15/05/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,146 CHF | 91,382 CHF | 99.18% | 99.18% |
14/05/2024 | 2.04% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 294,463 CHF | 100,154 CHF | 96.66% | 96.66% |
13/05/2024 | 1.94% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,778 CHF | 104,259 CHF | 98.40% | 98.40% |
10/05/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 272,792 CHF | 92,931 CHF | 95.39% | 95.39% |
08/05/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,969 CHF | 85,656 CHF | 97.65% | 97.65% |
07/05/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,663 CHF | 91,554 CHF | 99.20% | 99.20% |
06/05/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 287,967 CHF | 97,989 CHF | 99.24% | 99.24% |
03/05/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,327 CHF | 96,109 CHF | 98.22% | 98.22% |
02/05/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,233 CHF | 85,745 CHF | 99.15% | 99.15% |